When dragging from the Layers panel, those layers selected travel with the cursor once clicked and dragged (with around half opacity, and faded out at the edges), however the addition in recent macOS releases of an iOS~esq red number badge when dragging files in Finder to denote the number of files dragged would be useful.

So, this is actually a small improvements that we've added to Pixelmator Pro — we'll see if we can also bring it to the original Pixelmator. By the way, have you had a chance to check out Pixelmator Pro?